摘要
主要研究有限理性下参数最优化问题解的稳定性.即在两类扰动即目标函数及可行集二者,目标函数、可行集及参数三者分别同时发生扰动的情形下,对参数最优化问题引入一个抽象的理性函数,分别建立了参数最优化问题的有限理性模型M,运用"通有"的方法,得到了上述两种扰动情形下相应的有限理性模型M的结构稳定性及对ε-平衡(解)的鲁棒性,即有限理性下绝大多数的参数最优化问题的解都是稳定的,并以一个例子说明所得的稳定性结果均是正确的.
Parametric optimization has been widely applied in game theory, control theory, economics and management, engineering technology, etc. Recently, the stability of solutions to parametric optimization has attracted increasing attention. This pa- per mainly studies the stability of solutions to parametric optimization problems under bounded rationMity. By introducing an rationality function, two rational models M are established with two types of perturbations： the perturbation of both objective functions and feasible sets, and the perturbation of objective functions, feasible sets and parameters simultaneously. For the two perturbations above, by the ＂generic＂ method, the rational model M is structurally stable and is robust to ε-equilibria （or solutions）, re- spectively. That is, the solutions to most of parametric optimization problems are stable in the sense of BMre category. Finally, an example is illustrated.
出处
《运筹学学报》
CSCD
北大核心
2016年第4期1-10,共10页
Operations Research Transactions
基金
国家自然科学基金(Nos.11271098
11161008)
贵州省科学技术基金(No.20132116)
贵州大学青年教师基金(No.2012002)
关键词
参数最优化
有限理性
稳定性
parametric optimization, bounded rationality, stability
